slides are usually images or maybe node bodies (html). It doesnt really matter that advertisments have different fields. I had some code in Drupal 6 you could adapt to D7 or your needs, look into hook_views_pre_render() ...
You simply want to load your advertisement node(s) before the view is rendered and add them to the end of the slideshow ... see below.
//d6 example
function MYMODULE_views_pre_render(&$view) {
if ($view->name == 'your_view' &&
$view->current_display == 'slideshow_xyz') {
// Insert something to the end of the view results.
// For example another "node" or advertisement.
$some_node = node_load(array('nid' => 456));
// make a fake view row item with your advertisement.
// you should create all fields used in "slides" from your
// advertisement node data.
$advertisement_item = new stdClass();
// add your advertisement fields as fields being used by the Slide view.
$advertisement_item->a_field_views_is_using = $some_node->advertisement_field_1;
// ... add all other view row items you are using ....
// make this advertisement "row" in the results appending to the view results for slides.
array_push($view->result, $advertisement_item);
}
}